In survival analysis, the presence of elements not susceptible to the event of interest is very common. These elements lead to what is called a fraction cure, cure rate, or even long-term survivors. In this paper, we propose a unified approach using the negative binomial distribution for...

In this study, we propose to apply the transmuted log-logistic (TLL) model which is a generalization of log-logistic model, in a Bayesian context. The log-logistic model has been used it is simple and has a unimodal hazard rate, important characteristic in survival analysis. Also, the TLL model...

In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov (1996) and Chen et al. (1999) by incorporating an excess of zeros in the modeling. Despite relating covariates to the cure fraction, the current approach does not enable us to relate covariates to the...

In this paper, we introduce a methodology based on zero-inflated long-term survival data in order to deal with fraud rate estimation in bank loan portfolios. Our approach enables us to accommodate three different types of loan borrowers, i.e., fraudsters, those who are susceptible to default...

In this paper we extend the promotion cure rate model proposed by Chen et al. (1999), by incorporating excess of zeros in the modelling. Despite allowing to relate the covariates to the fraction of cure, the current approach, which is based on a biological interpretation of the causes that...

In this paper, we propose an inflated mixture model to deal with multimodality in loss given default data. We propose a mixed of degenerate distributions, to handle zeros and ones excess, with a mixture of to-be-chosen bounded distributions for non-zeros and non-ones proportions. By applying the...

This article proposes a method for measuring the latent risks involved in the recovery process of non-performing loans in financial institutions and/or business firms that deal with collection and recovery processes. To that end, we apply the competing risks model referred to in the literature...